Some mathematical aspects of market impact modeling


Schied, Alexander ; Slynko, Alla


Document Type: Book chapter
Year of publication: 2011
Book title: Surveys in Stochastic Processes
Page range: 153-179
Author/Publisher of the book
(only the first ones mentioned)
:
Blath, Jochen
Place of publication: Zürich
Publishing house: European Mathematical Society
ISBN: 978-3-03719-072-2
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Schied, Alexander ; Slynko, Alla (2011) Some mathematical aspects of market impact modeling. Blath, Jochen Surveys in Stochastic Processes Zürich 153-179 [Book chapter]


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